Diffusion approximations and control variates for MCMC

[6] et Aronna [5], proved an integral and a pointwise forms of second order necessary and sufficient optimality conditions for bang-singular optimal controls with endpoint

H.W Gould (1972), Combinatorial Identities: A Standarized Set of Tables Listings 500 Binomial Coefficients Summations, Revised Edition, Morgan-town, WV.. Calculus of Finite

Optimal control, parabolic equations, box constraints for the control, finitely many con- straints for the state, Robinson constraint qualification, second order optimality

When A is the Dirichlet Laplacian and C is the Neumann deriv- ative at the boundary, combining corollary 3.10 with [BLR92] gives another proof of [Leb92, theorem 4.1 and

But, in a context of few simulations or when the variance sup x ∈R dx V ar(H | X = x) is large, the estimation error is dominant, making the global error be far from achieving

Key-words: Stochastic optimal control, variational approach, first and second order optimality conditions, polyhedric constraints, final state constraints.. ∗ INRIA-Saclay and CMAP,

In Section III, we state our main result (Theorem 3.1) about first and second order optimality conditions: it provides a first order optimality condition in Pontryagin’s form as well

In this paper, the behaviour of the magnetic moment of a collisionless charged particle, interact- ing with a linearly polarized hydromagnetic plane wave, is